Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a noncompact space. Our motivation is to apply this result to ...

In this paper we shall consider mathematical models motivated by chemical process control problems in which we wish to control the process to hold some property of the output material as nearly ...

Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...

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Field of expertise: Numerical analysis, machine learning and scientific computing Selected Projects • Mathematical Theory for Deep Learning It is the key goal of this project to provide a rigorous ...